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Hi there
I have built a backtesting script in AFL for going LONG with stocks -
it appears to be working. (I am very pleased with the ability to set
the PositionSize dynamically based on the ATR of the current stock.)
When a long position is performing well, I want to be able to check
for "retreating profit" and add an extra condition to the SELL
command. For example, if 40% profit has been made on this position, I
want to sell the stock if profit then retreats back to 20%.
I am not clear how to do this. How do I ask if we are currently Long?
Is it possible to find out in AFL the current gain on a long position?
How can I ask "what is the highest Close since I went Long on this
stock?"
Many thanks for any suggestions on how to do this!
-Andy (aka Fog)
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